R Observatory: Metrics for stochvolTMB version 0.3.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

stochvolTMB

0.3.0Package record

Likelihood Estimation of Stochastic Volatility Models

0packages depend

3.3Kdownloads / year

66.3%test coverage

13/13flavors OK

Overview

About

Maintained by Jens WahlCRAN page ↗GitHub ↗Issues ↗

Parameter estimation for stochastic volatility models using maximum likelihood. The latent log-volatility is integrated out of the likelihood using the Laplace approximation. The models are fitted via 'TMB' (Template Model Builder) (Kristensen, Nielsen, Berg, Skaug, and Bell (2016) doi:10.18637/jss.v070.i05).

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("stochvolTMB", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("JensWahl/stochvolTMB")

Development version from JensWahl/stochvolTMB. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-stochvoltmb

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-stochvolTMB

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-stochvolTMB

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 4.3 min · r-devel-windows-x86_64

Status changes

OK13 OK2026-08-04
NOTE12 OK, 1 NOTE2026-08-01
OK12 OK2026-04-25
NOTE11 OK, 3 NOTE2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.3.0

READMEYes · 230 wordsVignettesYes · 1 · dynamicNEWSYes · 100% structured · does not mention 0.3.0Citation fileNoWebsitenot declared in DESCRIPTION

Description cites a JSS article

Help pages: 13 (2 internal)
Examples that run: 0%1 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples: 13%
Documented parameters: 91%
Return-value docs: 75%
Help pages citing references: 8% with a bibliography file

Vignettes (1)

stochvolTMB: Likelihood estimation of stochastic volatility HTML

How these are measured

Downloads

3.3K

CRAN downloads in the past year

Rank #12,611 · ~9/day · ~275/mo

Releases R versions

Daily download trend is not available in this view yet.

36730 days

89090 days

3.3K1 year

Compare downloads with other packages →

Also on360 r2u5 autocran

How downloads are counted

Repository

jenswahl/stochvoltmb ↗Account: JensWahl

8Stars

1Forks

1Open issues

0Open PRs

3Releases

181Commits

4Commit identities

License file reads as GPL-3.0 · 181 commits · Last activity 2026-01-27

Responsiveness

How these are sampled

PRs merged (all time): 86%
Median days to close, 50 most recently updated closed issues: not measured
Median days to close, 50 most recently updated closed PRs: 1

Stars over time

2023-01-16 · 82026-07-07 · 8

How these are measured

PracticesBeta

6 development-tooling and community-health practices detected across 4 families in the upstream repository

Checks run against github.com/jenswahl/stochvoltmb on 2026-10-18.

Continuous integration (2)

GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows

Docs source (1)

README.Rmd

CRAN release process (1)

cran-comments.md

Lint, format, editor (2)

lintrRStudio project

How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies

11 external dependencies (excludes base and recommended)

Installing stochvolTMB adds 27 packages (14 with compiled code, 26 MB of source tarballs). Heaviest: ggplot2 6.0 MB, data.table 5.7 MB, Rcpp 1.8 MB.

Depends (1)

R >= 3.5.0

Imports (6)

TMB ggplot2 snstatsdata.tableMASS

LinkingTo (2)

RcppEigen TMB

Suggests (5)

testthat shiny knitr rmarkdown stochvol

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

Datasets

People & History

People (1)

Jens Wahl

Author, Maintainer · added in 0.3.0

Maintainer since 0.1.0 (2020)

Listed in earlier versions (1)

Jens Christian Wahl

no longer listed · 0.1.0 to 0.2.0

Releases (5)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
unarchivedReturned to CRAN
2025-01-31
0.3.0Latest
record
2025-01-31 · current release · diff ↗
archivedRemoved from CRAN
2024-11-11
issues were not corrected despite reminders
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
0.2.0
record
2021-08-13 · diff ↗ ·
added 3 exports
logit, plot_forecast, simulate_parameters
R
R 4.1.0 released · 2021-05-18
0.1.2
record
2020-09-04 · diff ↗
0.1.1
record
2020-09-02 · diff ↗
0.1.0
record
2020-09-02
R
R 4.0.0 released · 2020-04-24

Package metadata

First published: 2020-09-02
Total releases: 5 / 6 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.5.0
Bundled data: 47 KB / 1 file
Download size: 1.3 MB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("stochvolTMB")

Format

Wahl, J. (2025). stochvolTMB: Likelihood Estimation of Stochastic Volatility Models (Version 0.3.0) [Computer software]. https://doi.org/10.32614/CRAN.package.stochvolTMB

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for stochvolTMB version 0.3.0 [Data set]. HJJB, LLC. Data release v2026-10-22. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-22, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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